ensemble_kalman_filter

python ensemble_kalman_filter.py

Result

Ensemble kalman filter(Number of Particle=20)

As the references,particle filter(Number of Particle=20)

katayama,"Non-linearity Kalman Filter",2011,p121-p140(in Japanse)
PythonRobotics Particle Filter

Name		Name	Last commit message	Last commit date
Latest commit History 18 Commits
.travis.yml		.travis.yml
LICENSE		LICENSE
README.md		README.md
enkf_particles20.gif		enkf_particles20.gif
ensemble_kalman_filter.py		ensemble_kalman_filter.py
pf_particles20.gif		pf_particles20.gif